Nihon Tokushu Toryo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.84% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3648 | 8.27 | |
| 0.1273 | 6.16 | |
| 0.6957 | 18.65 | |
| 0.0698 | 1.45 | |
| -0.0716 | -0.95 | |
| -0.0869 | -1.88 | |
| 0.2014 | 6.45 | |
| -0.1740 | -5.41 | |
| 0.0876 | 2.31 | |
| -0.0271 | -0.71 | |
| -0.0285 | -0.72 | |
| 0.0213 | 0.38 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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